Oneplus 8 - After installing /e/, I get a "Orange state - Your device has been unlocked and can't be trusted - Your device will boot in 5 seconds" message

Yes, it is a feature of Verified Boot, a little gift from Google, https://source.android.com/docs/security/features/verifiedboot/boot-flow.

Communicating Verified Boot state to users

After determining the boot state of a device, you need to communicate that state to the user. If the device doesn’t have any issues, then proceed without displaying anything. Verified Boot issues fall into these categories: …

Mostly /e/OS ROM’s are not built to be locked after flashing, exceptions, [LIST] Devices where bootloader can be relocked.